Unzip the Theta Proxy package
Then, you have to copy the Theta Proxy Add-In to some location on your computer. A good location might be the MS Office standard location for Add-Ins, but other locations are good, too.
The standard location are
MS Excel 2007
C:\Program Files\Microsoft Office\Office12\LibraryMS Excel 2010
C:\Program Files (x86)\Microsoft Office\Office14\ADDINS
Then, you install the Add-In following these steps
Open the “Excel File” menu

Find “Excel-Options”

Find “Add_Ins” -> “Excel Add Ins” -> “Go…”

Browse to location of Theta Proxy

and find the location to which you copied the Theta Proxy

and the following check-box should appear

and confirm with “OK”.